/usr/include/linbox/algorithms/block-lanczos.inl is in liblinbox-dev 1.1.6~rc0-4.1.
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c-basic-offset: 8 -*- */
/* block-lanczos.inl
* Copyright (C) 2002 Bradford Hovinen
*
* Written by Bradford Hovinen <bghovinen@math.waterloo.ca>
*
* --------------------------------------------
*
* Licensed under the GNU Lesser General Public License. See COPYING for
* details.
*
* Function definitions for block Lanczos iteration
*/
#ifndef __BLOCK_LANCZOS_INL
#define __BLOCK_LANCZOS_INL
#include "linbox/linbox-config.h"
#include <iostream>
#include "linbox/util/debug.h"
#include "linbox/solutions/methods.h"
#include "linbox/matrix/dense-submatrix.h"
#include "linbox/blackbox/diagonal.h"
#include "linbox/blackbox/compose.h"
#include "linbox/blackbox/transpose.h"
#include "linbox/randiter/nonzero.h"
#include "linbox/util/commentator.h"
#include "linbox/util/timer.h"
#include "block-lanczos.h"
// I'm putting everything inside the LinBox namespace so that I can drop all of
// this in to LinBox easily at a later date, without any messy porting.
// Fix for Solaris wierdness
#undef _S
#undef _M
#undef _N
namespace LinBox
{
#ifdef DETAILED_TRACE
std::ostream &operator << (std::ostream &out, const std::vector<bool> &S)
{
std::vector<bool>::const_iterator i;
for (i = S.begin (); i != S.end (); ++i) {
out << ((*i) ? "1" : "0");
if (i != S.end () - 1)
out << ", ";
}
return out;
}
template <class Field, class Matrix>
void BLTraceReport (std::ostream &out, MatrixDomain<Field> &MD, const char *text, size_t iter, const Matrix &M)
{
out << text << " [" << iter << "]:" << std::endl;
MD.write (out, M);
}
template <class Field, class Vector>
void BLTraceReport (std::ostream &out, VectorDomain<Field> &VD, const char *text, size_t iter, const Vector &v)
{
out << text << " [" << iter << "]: ";
VD.write (out, v) << std::endl;
}
void reportS (std::ostream &out, const std::vector<bool> &S, size_t iter)
{
out << "S_" << iter << ": [" << S << "]" << std::endl;
}
template <class Field, class Matrix>
void checkAConjugacy (const MatrixDomain<Field> &MD, const Matrix &AV, Matrix &V, Matrix &T,
size_t AV_iter, size_t V_iter)
{
std::ostream &report = commentator.report (Commentator::LEVEL_IMPORTANT, INTERNAL_DESCRIPTION);
report << "Checking whether V_" << V_iter << " is A-conjugate to V_" << AV_iter << "...";
MD.mul (T, TransposeMatrix<Matrix> (V), AV);
if (MD.isZero (T))
report << "yes" << std::endl;
else {
report << "no" << std::endl;
std::ostream &err_report = commentator.report (Commentator::LEVEL_IMPORTANT, INTERNAL_ERROR);
err_report << "ERROR: V_" << V_iter << " is not A-conjugate to V_" << AV_iter << std::endl;
err_report << "Computed V_" << V_iter << "^T AV_" << AV_iter << ":" << std::endl;
MD.write (report, T);
}
}
#else
template <class Domain, class Object>
inline void BLTraceReport (std::ostream &out, Domain &D, const char *text, size_t iter, const Object &obj)
{}
void reportS (std::ostream &out, const std::vector<bool> &S, size_t iter)
{}
template <class Field, class Matrix>
inline void checkAConjugacy (const MatrixDomain<Field> &MD, const Matrix &AV, const Matrix &V, Matrix &T,
size_t AV_iter, size_t V_iter)
{}
#endif
#ifdef DETAILED_PROFILE
# define TIMER_DECLARE(part) UserTimer part##_timer; double part##_time = 0.0;
# define TIMER_START(part) part##_timer.start ()
# define TIMER_STOP(part) part##_timer.stop (); part##_time += part##_timer.time ()
# define TIMER_REPORT(part) \
commentator.report (Commentator::LEVEL_NORMAL, TIMING_MEASURE) \
<< "Total " #part " time: " << part##_time << "s" << std::endl;
#else
# define TIMER_DECLARE(part)
# define TIMER_START(part)
# define TIMER_STOP(part)
# define TIMER_REPORT(part)
#endif
// N.B. This code was lifted from the Lanczos iteration in LinBox
template <class Field, class Matrix>
template <class Blackbox, class Vector>
Vector &BlockLanczosSolver<Field, Matrix>::solve (const Blackbox &A, Vector &x, const Vector &b)
{
linbox_check ((x.size () == A.coldim ()) &&
(b.size () == A.rowdim ()));
commentator.start ("Solving linear system (Block Lanczos)", "BlockLanczosSolver::solve");
bool success = false;
Vector d1, d2, b1, b2, bp, y, Ax, ATAx, ATb;
// Get the temporaries into the right sizes
_V[0].resize (A.coldim (), _N);
_V[1].resize (A.coldim (), _N);
_V[2].resize (A.coldim (), _N);
_AV.resize (A.coldim (), _N);
NonzeroRandIter<Field> real_ri (_F, _randiter);
RandomDenseStream<Field, Vector, NonzeroRandIter<Field> > stream (_F, real_ri, A.coldim ());
for (unsigned int i = 0; !success && i < _traits.maxTries (); ++i) {
std::ostream &report = commentator.report (Commentator::LEVEL_UNIMPORTANT, INTERNAL_DESCRIPTION);
switch (_traits.preconditioner ()) {
case BlockLanczosTraits::NO_PRECONDITIONER:
success = iterate (A, x, b);
break;
case BlockLanczosTraits::SYMMETRIZE:
{
VectorWrapper::ensureDim (bp, A.coldim ());
Transpose<Blackbox> AT (&A);
Compose< Transpose< Blackbox>, Blackbox> B (&AT, &A);
AT.apply (bp, b);
success = iterate (B, x, bp);
break;
}
case BlockLanczosTraits::PARTIAL_DIAGONAL:
{
VectorWrapper::ensureDim (d1, A.coldim ());
VectorWrapper::ensureDim (y, A.coldim ());
stream >> d1;
Diagonal<Field> D (_F, d1);
Compose<Blackbox, Diagonal<Field> > B (&A, &D);
report << "Random D: ";
_VD.write (report, d1) << std::endl;
success = iterate (B, y, b);
D.apply (x, y);
break;
}
case BlockLanczosTraits::PARTIAL_DIAGONAL_SYMMETRIZE:
{
VectorWrapper::ensureDim (d1, A.rowdim ());
VectorWrapper::ensureDim (b1, A.rowdim ());
VectorWrapper::ensureDim (bp, A.coldim ());
typedef Diagonal<Field> PC1;
typedef Transpose<Blackbox> PC2;
typedef Compose<PC1, Blackbox> CO1;
typedef Compose<PC2, CO1> CO2;
stream >> d1;
PC1 D (_F, d1);
PC2 AT (&A);
CO1 B1 (&D, &A);
CO2 B (&AT, &B1);
report << "Random D: ";
_VD.write (report, d1) << std::endl;
D.apply (b1, b);
AT.apply (bp, b1);
success = iterate (B, x, bp);
break;
}
case BlockLanczosTraits::FULL_DIAGONAL:
{
VectorWrapper::ensureDim (d1, A.coldim ());
VectorWrapper::ensureDim (d2, A.rowdim ());
VectorWrapper::ensureDim (b1, A.rowdim ());
VectorWrapper::ensureDim (b2, A.coldim ());
VectorWrapper::ensureDim (bp, A.coldim ());
VectorWrapper::ensureDim (y, A.coldim ());
typedef Diagonal<Field> PC1;
typedef Transpose<Blackbox> PC2;
typedef Compose<Blackbox, PC1> CO1;
typedef Compose<PC1, CO1> CO2;
typedef Compose<PC2, CO2> CO3;
typedef Compose<PC1, CO3> CO4;
stream >> d1 >> d2;
PC1 D1 (_F, d1);
PC1 D2 (_F, d2);
PC2 AT (&A);
CO1 B1 (&A, &D1);
CO2 B2 (&D2, &B1);
CO3 B3 (&AT, &B2);
CO4 B (&D1, &B3);
report << "Random D_1: ";
_VD.write (report, d1) << std::endl;
report << "Random D_2: ";
_VD.write (report, d2) << std::endl;
D2.apply (b1, b);
AT.apply (b2, b1);
D1.apply (bp, b2);
success = iterate (B, y, bp);
D1.apply (x, y);
break;
}
default:
throw PreconditionFailed (__FUNCTION__, __LINE__,
"preconditioner is NO_PRECONDITIONER, SYMMETRIZE, PARTIAL_DIAGONAL_SYMMETRIZE, "
"PARTIAL_DIAGONAL, or FULL_DIAGONAL");
}
// JGD 11.07.2005
// I DON'T KNOW WHY IT IS WORKING BUT IT DOES WORK
// Without this negin the results is minus the correct solution
// I have seen this sentence in mg-bla which comforts my choice:
// "Because we set Winv to -Winv, we have -x at the end of the
// iteration. So negate the result and return it"
// I don't know when to negate it, so I check first,
// if the result is not correct I try to negate !!!
VectorWrapper::ensureDim (Ax, A.rowdim ());
if ((_traits.preconditioner () == BlockLanczosTraits::SYMMETRIZE) ||
(_traits.preconditioner () == BlockLanczosTraits::PARTIAL_DIAGONAL_SYMMETRIZE) ||
(_traits.preconditioner () == BlockLanczosTraits::FULL_DIAGONAL))
{
VectorWrapper::ensureDim (ATAx, A.coldim ());
VectorWrapper::ensureDim (ATb, A.coldim ());
A.apply (Ax, x);
A.applyTranspose (ATAx, Ax);
A.applyTranspose (ATb, b);
if (_VD.areEqual (ATAx, ATb)) {
success = true;
} else {
success = false;
}
}
else {
A.apply (Ax, x);
if (_VD.areEqual (Ax, b)) {
success = true;
} else {
success = false;
}
}
if(! success) _VD.negin(x);
// End of JGD INFAMOUS HACK
if (_traits.checkResult ()) {
VectorWrapper::ensureDim (Ax, A.rowdim ());
if (_traits.checkResult () &&
((_traits.preconditioner () == BlockLanczosTraits::SYMMETRIZE) ||
(_traits.preconditioner () == BlockLanczosTraits::PARTIAL_DIAGONAL_SYMMETRIZE) ||
(_traits.preconditioner () == BlockLanczosTraits::FULL_DIAGONAL)))
{
VectorWrapper::ensureDim (ATAx, A.coldim ());
VectorWrapper::ensureDim (ATb, A.coldim ());
commentator.start ("Checking whether A^T Ax = A^T b");
A.apply (Ax, x);
A.applyTranspose (ATAx, Ax);
A.applyTranspose (ATb, b);
if (_VD.areEqual (ATAx, ATb)) {
commentator.stop ("passed");
success = true;
} else {
commentator.stop ("FAILED");
success = false;
}
}
else if (_traits.checkResult ()) {
commentator.start ("Checking whether Ax=b");
A.apply (Ax, x);
if (_VD.areEqual (Ax, b)) {
commentator.stop ("passed");
success = true;
} else {
commentator.stop ("FAILED");
success = false;
}
}
}
}
if (success) {
commentator.stop ("done", "Solve successful", "BlockLanczosSolver::solve");
return x;
} else {
commentator.stop ("done", "Solve failed", "BlockLanczosSolver::solve");
throw SolveFailed ();
}
}
template <class Field, class Matrix>
template <class Blackbox, class Vector>
bool BlockLanczosSolver<Field, Matrix>::iterate (const Blackbox &A, Vector &x, const Vector &b)
{
linbox_check (_V[0].rowdim () == A.rowdim ());
linbox_check (_V[1].rowdim () == A.rowdim ());
linbox_check (_V[2].rowdim () == A.rowdim ());
linbox_check (_V[0].coldim () == _V[1].coldim ());
linbox_check (_V[0].coldim () == _V[2].coldim ());
commentator.start ("Block Lanczos iteration", "BlockLanczosSolver::iterate", A.rowdim ());
size_t Ni;
size_t total_dim = 0;
Vector tmp, tmp1, tmp2;
bool ret = true;
VectorWrapper::ensureDim (tmp, _traits.blockingFactor ());
VectorWrapper::ensureDim (tmp1, _traits.blockingFactor ());
VectorWrapper::ensureDim (tmp2, A.rowdim ());
// How many iterations between each progress update
unsigned int progress_interval = A.rowdim () / _traits.blockingFactor () / 100;
// Make sure there are a minimum of ten
if (progress_interval == 0)
progress_interval = 1;
// i is the index for temporaries where we need to go back to i - 1
// j is the index for temporaries where we need to go back to j - 2
int i = 0, j = 2, next_j, prev_j = 1, iter = 2;
typename Matrix::ColIterator k;
TIMER_DECLARE(AV);
TIMER_DECLARE(Winv);
TIMER_DECLARE(solution);
TIMER_DECLARE(orthogonalization)
// Get a random fat vector _V[0]
RandomDenseStream<Field, typename Matrix::Col> stream (_F, _randiter, A.coldim ());
for (k = _V[0].colBegin (); k != _V[0].colEnd (); ++k)
stream >> *k;
TIMER_START(AV);
_MD.blackboxMulLeft (_AV, A, _V[0]);
TIMER_STOP(AV);
std::ostream &report = commentator.report (Commentator::LEVEL_IMPORTANT, INTERNAL_DESCRIPTION);
// Initialize S_-1 to IN
std::fill (_S.begin (), _S.end (), true);
// Iteration 1
TIMER_START(Winv);
_MD.mul (_VTAV, transpose (_V[0]), _AV);
Ni = compute_Winv_S (_Winv[0], _S, _VTAV);
TIMER_STOP(Winv);
// Check for catastrophic breakdown
if (Ni == 0) {
commentator.stop ("breakdown", NULL, "BlockLanczosSolver::iterate");
return false;
}
total_dim += Ni;
#ifdef DETAILED_TRACE
report << "Iteration " << iter << ": N_i = " << Ni << std::endl;
report << "Iteration " << iter << ": Total dimension is " << total_dim << std::endl;
#endif
TIMER_START(solution);
vectorMulTranspose (tmp, _V[0], b, _S);
_MD.vectorMul (tmp1, _Winv[0], tmp);
vectorMul (x, _V[0], tmp1, _S);
TIMER_STOP(solution);
mul_SST (_V[1], _AV, _S);
TIMER_START(orthogonalization);
mul (_AVTAVSST_VTAV, transpose (_AV), _AV, _S);
BLTraceReport (report, _MD, "V", 0, _V[0]);
BLTraceReport (report, _MD, "AV", 0, _AV);
BLTraceReport (report, _MD, "V^T A V", 0, _VTAV);
BLTraceReport (report, _MD, "Winv", 0, _Winv[0]);
reportS (report, _S, 0);
BLTraceReport (report, _VD, "x", 0, x);
BLTraceReport (report, _MD, "AVSS^T", 0, _V[1]);
BLTraceReport (report, _MD, "V^T A^2 V", 0, _AVTAVSST_VTAV);
_MD.addin (_AVTAVSST_VTAV, _VTAV);
_MD.mul (_DEF, _Winv[0], _AVTAVSST_VTAV);
addIN (_DEF);
_MD.axpyin (_V[1], _V[0], _DEF);
TIMER_START(orthogonalization);
BLTraceReport (report, _MD, "D", 1, _DEF);
BLTraceReport (report, _MD, "V", 1, _V[1]);
checkAConjugacy (_MD, _AV, _V[1], _DEF, 0, 1);
if (_MD.isZero (_V[1])) {
commentator.stop ("done", NULL, "BlockLanczosSolver::iterate");
return true;
}
// Iteration 2
TIMER_START(AV);
_MD.blackboxMulLeft (_AV, A, _V[1]);
TIMER_STOP(AV);
#ifdef DETAILED_TRACE
// DEBUG: Save a copy of AV_1 for use later
Matrix AV1_backup (_AV.rowdim (), _AV.coldim ());
_MD.copy (AV1_backup, _AV);
#endif
TIMER_START(Winv);
_MD.mul (_VTAV, transpose (_V[1]), _AV);
Ni = compute_Winv_S (_Winv[1], _S, _VTAV);
TIMER_STOP(Winv);
// Check for catastrophic breakdown
if (Ni == 0) {
commentator.stop ("breakdown", NULL, "BlockLanczosSolver::iterate");
return false;
}
total_dim += Ni;
#ifdef DETAILED_TRACE
report << "Iteration " << iter << ": N_i = " << Ni << std::endl;
report << "Iteration " << iter << ": Total dimension is " << total_dim << std::endl;
#endif
TIMER_START(solution);
vectorMulTranspose (tmp, _V[1], b, _S);
_MD.vectorMul (tmp1, _Winv[1], tmp);
vectorMul (tmp2, _V[1], tmp1, _S);
_VD.addin (x, tmp2);
TIMER_STOP(solution);
mul_SST (_V[2], _AV, _S);
TIMER_START(orthogonalization);
mul (_AVTAVSST_VTAV, transpose (_AV), _AV, _S);
BLTraceReport (report, _MD, "AV", 1, _AV);
BLTraceReport (report, _MD, "V^T A V", 1, _VTAV);
BLTraceReport (report, _MD, "Winv", 1, _Winv[1]);
reportS (report, _S, 1);
BLTraceReport (report, _VD, "x", 1, x);
BLTraceReport (report, _MD, "V^T A^2 V", 1, _AVTAVSST_VTAV);
_MD.addin (_AVTAVSST_VTAV, _VTAV);
_MD.mul (_DEF, _Winv[1], _AVTAVSST_VTAV);
addIN (_DEF);
_MD.axpyin (_V[2], _V[1], _DEF);
BLTraceReport (report, _MD, "D", 2, _DEF);
mul (_DEF, _Winv[0], _VTAV, _S);
_MD.axpyin (_V[2], _V[0], _DEF);
TIMER_STOP(orthogonalization);
BLTraceReport (report, _MD, "E", 2, _DEF);
BLTraceReport (report, _MD, "V", 2, _V[2]);
checkAConjugacy (_MD, _AV, _V[2], _DEF, 1, 2);
// Now we're ready to begin the real iteration
while (!_MD.isZero (_V[j])) {
next_j = j + 1;
if (next_j > 2) next_j = 0;
TIMER_START(AV);
_MD.blackboxMulLeft (_AV, A, _V[j]);
TIMER_STOP(AV);
// First compute F_i+1, where we use Winv_i-2; then Winv_i and
// Winv_i-2 can share storage, and we don't need the old _VTAV
// and _AVTAVSST_VTAV any more. After this, F_i+1 is stored in
// _DEF
TIMER_START(orthogonalization);
_MD.mul (_T, _VTAV, _Winv[1 - i]);
addIN (_T);
_MD.mul (_DEF, _Winv[i], _T);
_MD.mulin (_DEF, _AVTAVSST_VTAV);
TIMER_STOP(orthogonalization);
// Now get the next VTAV, Winv, and S_i
TIMER_START(Winv);
_MD.mul (_VTAV, transpose (_V[j]), _AV);
Ni = compute_Winv_S (_Winv[i], _S, _VTAV);
TIMER_STOP(Winv);
// Check for catastrophic breakdown
if (Ni == 0) {
ret = false;
break;
}
total_dim += Ni;
#ifdef DETAILED_TRACE
report << "Iteration " << iter << ": N_i = " << Ni << std::endl;
report << "Iteration " << iter << ": Total dimension is " << total_dim << std::endl;
#endif
BLTraceReport (report, _MD, "AV", iter, _AV);
BLTraceReport (report, _MD, "F", iter + 1, _DEF);
BLTraceReport (report, _MD, "V^T AV", iter, _VTAV);
BLTraceReport (report, _MD, "Winv", iter, _Winv[i]);
reportS (report, _S, iter);
// Now that we have S_i, finish off with F_i+1
TIMER_START(orthogonalization);
mulin (_V[next_j], _DEF, _S);
TIMER_STOP(orthogonalization);
// Update x
TIMER_START(solution);
vectorMulTranspose (tmp, _V[j], b, _S);
_MD.vectorMul (tmp1, _Winv[i], tmp);
vectorMul (tmp2, _V[j], tmp1, _S);
_VD.addin (x, tmp2);
TIMER_STOP(solution);
BLTraceReport (report, _VD, "x", iter, x);
// Compute the next _AVTAVSST_VTAV
TIMER_START(orthogonalization);
mul (_AVTAVSST_VTAV, transpose (_AV), _AV, _S);
BLTraceReport (report, _MD, "V^T A^2 V", iter, _AVTAVSST_VTAV);
_MD.addin (_AVTAVSST_VTAV, _VTAV);
// Compute D and update V_i+1
_MD.mul (_DEF, _Winv[i], _AVTAVSST_VTAV);
addIN (_DEF);
_MD.axpyin (_V[next_j], _V[j], _DEF);
BLTraceReport (report, _MD, "D", iter + 1, _DEF);
// Compute E and update V_i+1
mul (_DEF, _Winv[1 - i], _VTAV, _S);
_MD.axpyin (_V[next_j], _V[prev_j], _DEF);
BLTraceReport (report, _MD, "E", iter + 1, _DEF);
// Add AV_i S_i S_i^T
addin (_V[next_j], _AV, _S);
TIMER_STOP(orthogonalization);
BLTraceReport (report, _MD, "V", iter + 1, _V[next_j]);
checkAConjugacy (_MD, _AV, _V[next_j], _DEF, iter, iter + 1);
#ifdef DETAILED_TRACE
checkAConjugacy (_MD, AV1_backup, _V[next_j], _DEF, 1, iter + 1);
#endif
i = 1 - i;
prev_j = j;
j = next_j;
++iter;
if (!(iter % progress_interval))
commentator.progress (total_dim);
if (total_dim > A.rowdim ()) {
commentator.report (Commentator::LEVEL_IMPORTANT, INTERNAL_ERROR)
<< "Maximum number of iterations passed without termination" << std::endl;
commentator.stop ("ERROR", NULL, "BlockLanczosSolver::iterate");
return false;
}
}
// Because we set Winv to -Winv, we have -x at the end of the
// iteration. So negate the result and return it
_VD.negin (x);
BLTraceReport (report, _VD, "x", iter, x);
TIMER_REPORT(AV);
TIMER_REPORT(Winv);
TIMER_REPORT(solution);
TIMER_REPORT(orthogonalization)
commentator.stop (ret ? "done" : "breakdown", NULL, "BlockLanczosSolver::iterate");
return ret;
}
template <class Field, class Matrix>
int BlockLanczosSolver<Field, Matrix>::compute_Winv_S
(Matrix &Winv,
std::vector<bool> &S,
const Matrix &T)
{
linbox_check (S.size () == Winv.rowdim ());
linbox_check (S.size () == Winv.coldim ());
linbox_check (S.size () == T.rowdim ());
linbox_check (S.size () == T.coldim ());
linbox_check (S.size () == _M.rowdim ());
linbox_check (S.size () * 2 == _M.coldim ());
#ifdef DETAILED_TRACE
commentator.start ("Computing Winv and S", "BlockLanczosSolver::compute_Winv_S", S.size ());
std::ostream &report = commentator.report (Commentator::LEVEL_UNIMPORTANT, INTERNAL_DESCRIPTION);
report << "Input T:" << std::endl;
_MD.write (report, T);
#endif
DenseSubmatrix<Element> M1 (_M, 0, 0, T.rowdim (), T.coldim ());
DenseSubmatrix<Element> M2 (_M, 0, T.coldim (), T.rowdim (), T.coldim ());
_MD.copy (M1, T);
setIN (M2);
permute (_indices, S);
typename Field::Element Mjj_inv;
size_t row;
size_t Ni = 0;
for (row = 0; row < S.size (); ++row) {
#ifdef DETAILED_TRACE
if (!(row & ((1 << 10) - 1)))
commentator.progress (row);
std::ostream &report = commentator.report (Commentator::LEVEL_UNIMPORTANT, INTERNAL_DESCRIPTION);
report << "Iteration " << row << ": Matrix M = " << std::endl;
_MD.write (report, _M);
#endif
if (find_pivot_row (_M, row, 0, _indices)) {
#ifdef DETAILED_TRACE
commentator.report (Commentator::LEVEL_UNIMPORTANT, INTERNAL_DESCRIPTION)
<< "Pivot found for column " << _indices[row] << std::endl;
#endif
// Pivot element was found for (j, j)
S[_indices[row]] = true; // Use column j of V_i in W_i
// Give the (j, j) entry unity
_F.inv (Mjj_inv, _M.getEntry (_indices[row], _indices[row]));
_VD.mulin (*(_M.rowBegin () + _indices[row]), Mjj_inv);
// Zero the rest of the column j
eliminate_col (_M, row, 0, _indices, Mjj_inv);
++Ni;
} else {
#ifdef DETAILED_TRACE
commentator.report (Commentator::LEVEL_NORMAL, INTERNAL_DESCRIPTION)
<< "No pivot found for column " << _indices[row] << std::endl;
#endif
// No pivot element found
S[_indices[row]] = false; // Skip column j
find_pivot_row (_M, row, _N, _indices);
const typename Field::Element &Mjj = _M.refEntry (_indices[row], _indices[row] + _N);
linbox_check (!_F.isZero (Mjj));
// Zero the rest of the column j + N
eliminate_col (_M, row, _N, _indices, _F.inv (Mjj_inv, Mjj));
// Zero row j
_VD.subin (*(_M.rowBegin () + _indices[row]), *(_M.rowBegin () + _indices[row]));
}
}
_MD.neg (Winv, M2);
#ifdef DETAILED_TRACE
report << "Computed Winv:" << std::endl;
_MD.write (report, Winv);
commentator.stop ("done", NULL, "BlockLanczosSolver::compute_Winv_S");
#endif
return Ni;
}
template <class Field, class Matrix>
template <class Matrix1, class Matrix2>
Matrix1 &BlockLanczosSolver<Field, Matrix>::mul_SST
(Matrix1 &BSST,
const Matrix2 &B,
const std::vector<bool> &S) const
{
linbox_check (B.rowdim () == BSST.rowdim ());
linbox_check (B.coldim () == BSST.coldim ());
linbox_check (B.coldim () == S.size ());
typename Matrix2::ConstColIterator i;
typename Matrix1::ColIterator j;
std::vector<bool>::const_iterator k;
for (i = B.colBegin (), j = BSST.colBegin (), k = S.begin ();
i != B.colEnd ();
++i, ++j, ++k)
{
if (*k)
_VD.copy (*j, *i);
else
_VD.subin (*j, *j);
}
return BSST;
}
template <class Field, class Matrix>
template <class Matrix1, class Matrix2, class Matrix3>
Matrix1 &BlockLanczosSolver<Field, Matrix>::mul
(Matrix1 &C,
const Matrix2 &A,
const Matrix3 &B,
const std::vector<bool> &S) const
{
linbox_check (A.coldim () == B.rowdim ());
linbox_check (A.rowdim () == C.rowdim ());
linbox_check (B.coldim () == C.coldim ());
typename Matrix2::ConstRowIterator i;
typename Matrix3::ConstColIterator j;
typename Matrix1::ColIterator k1;
typename Matrix1::Col::iterator k2;
std::vector<bool>::const_iterator l;
for (j = B.colBegin (), l = S.begin (), k1 = C.colBegin ();
j != B.colEnd ();
++j, ++l, ++k1)
{
if (*l) {
for (i = A.rowBegin (), k2 = k1->begin (); i != A.rowEnd (); ++i, ++k2)
_VD.dot (*k2, *i, *j);
} else
_VD.subin (*k1, *k1);
}
return C;
}
template <class Field, class Matrix>
template <class Matrix1, class Matrix2>
Matrix1 &BlockLanczosSolver<Field, Matrix>::mulin
(Matrix1 &A,
const Matrix2 &B,
const std::vector<bool> &S) const
{
linbox_check (A.coldim () == B.rowdim ());
linbox_check (B.rowdim () == B.coldim ());
linbox_check (A.coldim () == S.size ());
typename Matrix1::RowIterator i;
typename Matrix2::ConstColIterator j;
typename Vector<Field>::Dense::iterator k;
std::vector<bool>::const_iterator l;
for (i = A.rowBegin (); i != A.rowEnd (); ++i) {
for (j = B.colBegin (), k = _tmp.begin (), l = S.begin ();
j != B.colEnd ();
++j, ++k, ++l)
{
if (*l)
_VD.dot (*k, *i, *j);
else
_F.subin (*k, *k);
}
_VD.copy (*i, _tmp);
}
return A;
}
template <class Field, class Matrix>
template <class Vector1, class Matrix1, class Vector2>
Vector1 &BlockLanczosSolver<Field, Matrix>::vectorMul
(Vector1 &w,
const Matrix1 &A,
const Vector2 &v,
const std::vector<bool> &S) const
{
linbox_check (A.coldim () == v.size ());
linbox_check (A.rowdim () == w.size ());
typename Matrix1::ConstColIterator i = A.colBegin ();
typename Vector2::const_iterator j = v.begin ();
typename std::vector<bool>::const_iterator k = S.begin ();
_VD.subin (w, w);
for (; j != v.end (); ++j, ++i, ++k)
if (*k)
_VD.axpyin (w, *j, *i);
return w;
}
template <class Field, class Matrix>
template <class Vector1, class Matrix1, class Vector2>
Vector1 &BlockLanczosSolver<Field, Matrix>::vectorMulTranspose
(Vector1 &w,
const Matrix1 &A,
const Vector2 &v,
const std::vector<bool> &S) const
{
linbox_check (A.rowdim () == v.size ());
linbox_check (A.coldim () == w.size ());
typename Matrix1::ConstColIterator i = A.colBegin ();
typename Vector1::iterator j = w.begin ();
typename std::vector<bool>::const_iterator k = S.begin ();
for (; j != w.end (); ++j, ++i, ++k)
if (*k)
_VD.dot (*j, *i, v);
return w;
}
template <class Field, class Matrix>
template <class Matrix1>
Matrix1 &BlockLanczosSolver<Field, Matrix>::addIN (Matrix1 &A) const
{
linbox_check (A.coldim () == A.rowdim ());
typename Matrix1::RowIterator i;
size_t idx = 0;
for (i = A.rowBegin (); i != A.rowEnd (); ++i, ++idx)
_F.addin ((*i)[idx], _one);
return A;
}
template <class Field, class Matrix>
template <class Matrix1, class Matrix2>
Matrix1 &BlockLanczosSolver<Field, Matrix>::addin
(Matrix1 &A,
const Matrix2 &B,
const std::vector<bool> &S) const
{
linbox_check (A.rowdim () == B.rowdim ());
linbox_check (A.coldim () == B.coldim ());
typename Matrix1::ColIterator i = A.colBegin ();
typename Matrix2::ConstColIterator j = B.colBegin ();
std::vector<bool>::const_iterator k = S.begin ();
for (; i != A.colEnd (); ++i, ++j, ++k)
if (*k) _VD.addin (*i, *j);
return A;
}
template <class Field, class Matrix>
void BlockLanczosSolver<Field, Matrix>::permute (std::vector<size_t> &indices,
const std::vector<bool> &S) const
{
size_t idx;
std::vector<size_t>::iterator i = indices.begin ();
std::vector<bool>::const_iterator k;
for (k = S.begin (), idx = 0; k != S.end (); ++k, ++idx) {
if (!*k) {
*i = idx;
++i;
}
}
for (k = S.begin (), idx = 0; k != S.end (); ++k, ++idx) {
if (*k) {
*i = idx;
++i;
}
}
}
template <class Field, class Matrix>
template <class Matrix1>
Matrix1 &BlockLanczosSolver<Field, Matrix>::setIN (Matrix1 &A) const
{
linbox_check (A.coldim () == A.rowdim ());
typename Matrix1::RowIterator i;
size_t i_idx;
for (i = A.rowBegin (), i_idx = 0; i != A.rowEnd (); ++i, ++i_idx) {
_VD.subin (*i, *i);
_F.assign ((*i)[i_idx], _one);
}
return A;
}
/* Find a row suitable for pivoting in column col and exchange that row with row
* A - Matrix on which to operate
* idx - Index of the row with which to exchange
* Returns true if a pivot could be found; false otherwise
*/
template <class Field, class Matrix>
bool BlockLanczosSolver<Field, Matrix>::find_pivot_row
(Matrix &A,
size_t row,
int col_offset,
const std::vector<size_t> &indices)
{
size_t idx;
typename Matrix::Col col_vec;
typename Matrix::Row row_vec;
col_vec = *(_M.colBegin () + indices[row] + col_offset);
row_vec = *(_M.rowBegin () + indices[row]);
for (idx = row; idx < A.rowdim (); ++idx) {
if (!_F.isZero (A.getEntry (indices[idx], indices[row] + col_offset))) {
if (idx != row) {
typename Matrix::Row row1 = *(A.rowBegin () + indices[idx]);
std::swap_ranges (row_vec.begin (), row_vec.end (), row1.begin ());
}
return true;
}
}
return false;
}
template <class Field, class Matrix>
void BlockLanczosSolver<Field, Matrix>::eliminate_col
(Matrix &A,
size_t pivot,
int col_offset,
const std::vector<size_t> &indices,
const typename Field::Element &Ajj_inv)
{
// I'm assuming everything left of the column with the index of the pivot row is 0
size_t row;
typename DenseSubmatrix<Element>::Row pivot_row;
typename Field::Element p;
pivot_row = *(A.rowBegin () + indices[pivot]);
for (row = 0; row < pivot; ++row) {
const typename Field::Element &Aij = A.getEntry (indices[row], indices[pivot] + col_offset);
if (!_F.isZero (Aij))
_VD.axpyin (*(A.rowBegin () + indices[row]), _F.neg (p, Aij), pivot_row);
}
for (++row; row < A.rowdim (); ++row) {
const typename Field::Element &Aij = A.getEntry (indices[row], indices[pivot] + col_offset);
if (!_F.isZero (Aij))
_VD.axpyin (*(A.rowBegin () + indices[row]), _F.neg (p, Aij), pivot_row);
}
}
template <class Field, class Matrix>
void BlockLanczosSolver<Field, Matrix>::init_temps ()
{
_VTAV.resize (_N, _N);
_Winv[0].resize (_N, _N);
_Winv[1].resize (_N, _N);
_AVTAVSST_VTAV.resize (_N, _N);
_T.resize (_N, _N);
_DEF.resize (_N, _N);
_S.resize (_N);
_M.resize (_N, 2 * _N);
_tmp.resize (_N);
_indices.resize (_N);
}
// Check whether the given matrix is "almost" the identity, i.e. the identity
// with some zeros on the diagonal
template <class Field, class Matrix>
template <class Matrix1>
bool BlockLanczosSolver<Field, Matrix>::isAlmostIdentity (const Matrix1 &M) const
{
linbox_check (M.rowdim () == M.coldim ());
typename Field::Element neg_one;
_F.init (neg_one, -1);
size_t i, j;
for (i = 0; i < M.rowdim (); ++i) {
for (j = 0; j < M.coldim (); ++j) {
if (i != j && !_F.isZero (M.getEntry (i, j))) {
if (!_F.isZero (M.getEntry (i, i))) {
typename Matrix::ConstRowIterator row = M.rowBegin () + j;
if (!_VD.isZero (*row))
return false;
}
else if (!_F.isZero (M.getEntry (j, j))) {
typename Matrix::ConstColIterator col = M.colBegin () + i;
if (!_VD.isZero (*col))
return false;
} else
return false;
}
else if (!_F.isZero (M.getEntry (i, j)) && !_F.areEqual (M.getEntry (i, j), neg_one))
return false;
}
}
return true;
}
// Test suite for BlockLanczosSolver
// All tests below return true on success and false on failure. They take a
// single argument: n for the row and column dimension of the matrices on which
// to operate
// Compute a random dense matrix and run compute_Winv_S on it. Check that the
// resulting S vector is all 'true' and then multiply the original matrix by the
// output. Add 1 to the result with addIN and check the the result is zero with
// isZero
template <class Field, class Matrix>
bool BlockLanczosSolver<Field, Matrix>::test_compute_Winv_S_mul (int n) const
{
commentator.start ("Testing compute_Winv_S, mul, addIN, and isZero", "test_compute_Winv_S_mul");
Matrix A (n, n);
Matrix AT (n, n);
Matrix ATA (n, n);
Matrix W (n, n);
Matrix WA (n, n);
std::vector<bool> S (n);
bool ret = true;
RandomDenseStream<Field, typename Matrix::Row> stream (_F, _randiter, n);
typename Matrix::RowIterator i = A.rowBegin ();
typename Matrix::ColIterator j = AT.colBegin ();
// With very, very, very, very high probability, this will be
// nonsingular
for (; i != A.rowEnd (); ++i, ++j) {
stream >> *i;
_VD.copy (*j, *i);
}
_MD.mul (ATA, AT, A);
std::ostream &report = commentator.report (Commentator::LEVEL_UNIMPORTANT, INTERNAL_DESCRIPTION);
report << "Computed A^T A:" << std::endl;
_MD.write (report, ATA);
compute_Winv_S (W, S, ATA);
report << "Computed W:" << std::endl;
_MD.write (report, W);
// Now W should be -A^-1
_MD.mul (WA, W, ATA);
report << "Computed WA^T A:" << std::endl;
_MD.write (report, WA);
if (!isAlmostIdentity (WA)) {
commentator.report (Commentator::LEVEL_IMPORTANT, INTERNAL_ERROR)
<< "ERROR: WA^T A != I" << std::endl;
ret = false;
}
// Now, just for kicks, do the same on the other side
_MD.mul (WA, ATA, W);
report << "Computed A^T A W:" << std::endl;
_MD.write (report, WA);
if (!isAlmostIdentity (WA)) {
commentator.report (Commentator::LEVEL_IMPORTANT, INTERNAL_ERROR)
<< "ERROR: A^T AW != I" << std::endl;
ret = false;
}
commentator.stop (MSG_STATUS (ret), NULL, "test_compute_Winv_S_mul");
return ret;
}
// Same as above, but use mulin rather than mul
template <class Field, class Matrix>
bool BlockLanczosSolver<Field, Matrix>::test_compute_Winv_S_mulin (int n) const
{
commentator.start ("Testing compute_Winv_S, copy, mulin, addIN, and isZero", "test_compute_Winv_S_mulin");
Matrix A (n, n);
Matrix AT (n, n);
Matrix ATA (n, n);
Matrix W (n, n);
Matrix WA (n, n);
std::vector<bool> S (n);
bool ret = true;
RandomDenseStream<Field, typename Matrix::Row> stream (_F, _randiter, n);
typename Matrix::RowIterator i = A.rowBegin ();
typename Matrix::ColIterator j = AT.colBegin ();
// With very, very, very, very high probability, this will be
// nonsingular
for (; i != A.rowEnd (); ++i, ++j) {
stream >> *i;
_VD.copy (*j, *i);
}
_MD.mul (ATA, AT, A);
std::ostream &report = commentator.report (Commentator::LEVEL_UNIMPORTANT, INTERNAL_DESCRIPTION);
report << "Computed A^T A:" << std::endl;
_MD.write (report, ATA);
compute_Winv_S (W, S, ATA);
_MD.copy (WA, W);
report << "Computed W:" << std::endl;
_MD.write (report, W);
// Now W should be -A^-1
_MD.mulin (WA, ATA);
report << "Computed WA^T A:" << std::endl;
_MD.write (report, WA);
if (!isAlmostIdentity (WA)) {
commentator.report (Commentator::LEVEL_IMPORTANT, INTERNAL_ERROR)
<< "ERROR: WA^T A != I" << std::endl;
ret = false;
}
// Now, just for kicks, do the same on the other side
_MD.copy (WA, ATA);
_MD.mulin (WA, W);
report << "Computed A^T AW:" << std::endl;
_MD.write (report, WA);
if (!isAlmostIdentity (WA)) {
commentator.report (Commentator::LEVEL_IMPORTANT, INTERNAL_ERROR)
<< "ERROR: A^T AW != I" << std::endl;
ret = false;
}
commentator.stop (MSG_STATUS (ret), NULL, "test_compute_Winv_S_mulin");
return ret;
}
// Compute a random nonsingular diagonal matrix and set an S vector so that
// every other entry is true and the rest are false. Call mul_SST and check that
// the entries on the resulting diagonal are correct.
template <class Field, class Matrix>
bool BlockLanczosSolver<Field, Matrix>::test_mul_SST (int n) const
{
commentator.start ("Testing addin", "test_mulTranspose");
bool ret = true;
commentator.stop (MSG_STATUS (ret), NULL, "test_mulTranspose");
return ret;
}
// Same as test_compute_Winv_S_mul above, but zero out every other column using
// the method for test_mul_SST
template <class Field, class Matrix>
bool BlockLanczosSolver<Field, Matrix>::test_mul_ABSST (int n) const
{
commentator.start ("Testing addin", "test_mulTranspose");
bool ret = true;
commentator.stop (MSG_STATUS (ret), NULL, "test_mulTranspose");
return ret;
}
// Compute a random dense matrix and two random vectors, and check that <A^T x,
// y> = <x, Ay>
template <class Field, class Matrix>
bool BlockLanczosSolver<Field, Matrix>::test_mulTranspose (int m, int n) const
{
commentator.start ("Testing mulTranspose, m-v mul", "test_mulTranspose");
Matrix A (m, n);
typename Vector<Field>::Dense x (m), y (n);
typename Vector<Field>::Dense ATx (n), Ay (m);
Element ATxy, xAy;
bool ret = true;
RandomDenseStream<Field, typename Matrix::Row> stream (_F, _randiter, n);
typename Matrix::RowIterator i = A.rowBegin ();
for (; i != A.rowEnd (); ++i)
stream >> *i;
std::ostream &report = commentator.report (Commentator::LEVEL_UNIMPORTANT, INTERNAL_DESCRIPTION);
report << "Computed A:" << std::endl;
_MD.write (report, A);
RandomDenseStream<Field, Matrix> stream1 (_F, _randiter, m);
stream1 >> x;
RandomDenseStream<Field, Matrix> stream2 (_F, _randiter, n);
stream1 >> y;
report << "Computed x: ";
_VD.write (report, x) << std::endl;
report << "Computed y: ";
_VD.write (report, y) << std::endl;
_MD.vectorMul (ATx, transpose (A), x);
report << "Computed A^T x: ";
_VD.write (report, ATx) << std::endl;
_MD.vectorMul (Ay, A, y);
report << "Computed Ay: ";
_VD.write (report, Ay) << std::endl;
_VD.dot (ATxy, ATx, y);
report << "Computed ATxy: ";
_F.write (report, ATxy) << std::endl;
_VD.dot (xAy, x, Ay);
report << "Computed xAy: ";
_F.write (report, xAy) << std::endl;
if (!_F.areEqual (ATxy, xAy)) {
commentator.report (Commentator::LEVEL_IMPORTANT, INTERNAL_ERROR)
<< "ERROR: <A^T x, y> != <x, Ay>" << std::endl;
ret = false;
}
commentator.stop (MSG_STATUS (ret), NULL, "test_mulTranspose");
return ret;
}
// Same as test_mul_SST, but using mulTranspose
template <class Field, class Matrix>
bool BlockLanczosSolver<Field, Matrix>::test_mulTranspose_ABSST (int n) const
{
commentator.start ("Testing addin_ABSST", "test_mulTranspose_ABSST");
bool ret = true;
commentator.stop (MSG_STATUS (ret), NULL, "test_mulTranspose_ABSST");
return ret;
}
// Same as test_mul_ABSST, but using mulin_ABSST
template <class Field, class Matrix>
bool BlockLanczosSolver<Field, Matrix>::test_mulin_ABSST (int n) const
{
commentator.start ("Testing addin_ABSST", "test_mulin_ABSST");
bool ret = true;
commentator.stop (MSG_STATUS (ret), NULL, "test_mulin_ABSST");
return ret;
}
// Same as test_addin, but using test_addin_ABSST
template <class Field, class Matrix>
bool BlockLanczosSolver<Field, Matrix>::test_addin_ABSST (int n) const
{
commentator.start ("Testing addin_ABSST", "test_addin_ABSST");
bool ret = true;
commentator.stop (MSG_STATUS (ret), NULL, "test_addin_ABSST");
return ret;
}
template <class Field, class Matrix>
bool BlockLanczosSolver<Field, Matrix>::runSelfCheck () const
{
bool ret = true;
commentator.start ("Running self check", "runSelfCheck", 10);
if (!test_compute_Winv_S_mul (_N)) ret = false;
if (!test_compute_Winv_S_mulin (_N)) ret = false;
if (!test_mul_SST (_N)) ret = false;
if (!test_mul_ABSST (_N)) ret = false;
if (!test_mulTranspose (_N * 10, _N)) ret = false;
if (!test_mulTranspose_ABSST (_N)) ret = false;
if (!test_mulin_ABSST (_N)) ret = false;
if (!test_addin_ABSST (_N)) ret = false;
commentator.stop (MSG_STATUS (ret), NULL, "runSelfCheck");
return ret;
}
} // namespace LinBox
#endif // __BLOCK_LANCZOS_INL
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